+34.6%
CP vs WAB
+46.5%
-12.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +5.6% | +4.5% | +1.0% | +3.8% |
| 30D | +10.0% | +1.1% | +9.0% | +9.5% |
| 3M | +4.4% | -1.3% | +5.7% | +4.8% |
| 6M | +14.1% | +12.7% | +1.3% | +7.0% |
| YTD | +29.1% | +38.7% | -9.6% | +4.1% |
| 1Y | +34.6% | +44.9% | -10.4% | +4.6% |
| All | +34.6% | +46.5% | -12.0% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling